+170.6%
ACGL vs ARMK
+107.5%
+63.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -0.3% |
| 7D | -1.1% | +0.9% | -2.0% | -1.5% |
| 30D | +13.1% | -0.4% | +13.5% | +12.9% |
| 3M | +9.8% | -2.0% | +11.8% | +9.8% |
| 6M | +15.3% | +22.0% | -6.7% | +7.9% |
| YTD | +12.7% | +49.6% | -36.9% | -1.2% |
| 1Y | +20.7% | +46.4% | -25.6% | +6.4% |
| 3Y | +34.3% | +103.2% | -68.9% | +5.1% |
| 5Y | +170.6% | +108.1% | +62.5% | +105.8% |
| All | +170.6% | +107.5% | +63.1% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling